November 18, 2010

Not a punk band.

Many concepts in science, engineering, and mathematics are encapsulated in parameters that have opposites or inverses. For example, in electricity, resistance (measured in Ohms) and conductance (measured in Siemens) are inverse measures.

I learned recently that there is a flipside to correlation. The linear dependence between two variables is expressed by Pearson's correlation coefficient, usually written as r. It turns out that the square root of the quantity one minus r2 is sometimes used to express the lack of linear dependence between two variables; this parameter is referred to as the coefficient of alienation.